-7.5%
PTEN vs TW
+301.3%
-308.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +10.6% | +3.9% | +6.7% | +9.4% |
| 30D | -4.9% | +19.9% | -24.9% | -10.0% |
| 3M | +1.4% | +25.9% | -24.5% | -5.6% |
| 6M | -7.0% | +21.1% | -28.2% | -13.1% |
| YTD | +84.8% | +23.9% | +60.9% | +70.8% |
| 1Y | +95.7% | +21.2% | +74.4% | +82.2% |
| 3Y | +2.0% | +44.8% | -42.8% | -12.2% |
| 5Y | +48.0% | +41.4% | +6.6% | +25.2% |
| All | -7.5% | +301.3% | -308.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling